+1.1%
BSX vs SITM
+4,532.8%
-4,531.7%
-60.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SITM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.1% | +2.1% | -6.2% | -4.3% |
| 7D | -8.2% | +4.8% | -13.0% | -8.6% |
| 30D | -15.8% | -9.7% | -6.1% | -15.2% |
| 3M | -10.8% | -9.3% | -1.5% | -11.1% |
| 6M | -38.4% | +69.5% | -107.9% | -42.4% |
| YTD | -54.8% | +70.5% | -125.3% | -58.0% |
| 1Y | -59.0% | +145.3% | -204.3% | -63.5% |
| 3Y | -20.0% | +432.8% | -452.8% | -36.9% |
| 5Y | -3.1% | +174.0% | -177.1% | -23.2% |
| All | +1.1% | +4,532.8% | -4,531.7% | -44.6% |
Cumulative growth
Daily Returns
Daily percentage return beside SITM.
Daily Out/Under-Performance
Portfolio return minus SITM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SITM return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over all: compounded portfolio wealth divided by compounded SITM wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
all analysis · Full analysis span regression · 6 months rolling